Some remarks on two interval-arithmetic modifications of the Newton method (Q1192015)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Some remarks on two interval-arithmetic modifications of the Newton method
scientific article

    Statements

    Some remarks on two interval-arithmetic modifications of the Newton method (English)
    0 references
    0 references
    27 September 1992
    0 references
    The paper is concerned with the interval Newton algorithm and that modified version of it where the Jacobian is kept constant. Let \(I\) be the set of real compact intervals, \(f:\mathbb{R}^ n\to\mathbb{R}^ n\) be the function to be solved, and \(X_ 0\in I^ n\) the starting vector. For \(C\in I^{n\times n}\), \(b\in I^ n\) let \(\text{IGA}(C,b)\) be the result of applying the interval Gaussian elimination to the equation \(Cx=b\), and \(\text{IGA}(C)\) be the matrix product connected with the product representation of \(\text{IGA}(C,b)\). Let finally \(A=| Id- (\text{IGA}(f'(X_ 0)))f'(X_ 0)|\) and \(B=[d(\text{IGA}(f'(X_ 0)))]| f'(X_ 0)|\). Firstly, a question raised by \textit{G. Alefeld} [SIAM J. Numer. Anal. 21, 363-372 (1984; Zbl 0536.65026)] is answered confirming that the 2 algorithms will deliver empty intervals after a finite number of iterations, if \(\text{IGA}(f'(X_ 0))\) exists, \(X_ 0\) contains no zero of \(f\), and the spectral radius of \(B\) is smaller than 1. Secondly, a few relations between \(A\) and \(B\) are derived.
    0 references
    0 references
    interval arithmetic
    0 references
    systems of nonlinear equations
    0 references
    interval Newton algorithm
    0 references
    interval Gaussian elimination
    0 references
    iterations
    0 references
    0 references

    Identifiers